-21.3%
TOST vs SNY
-4.5%
-16.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -5.4% | -3.3% | -2.1% | -4.6% |
| 30D | -5.7% | -2.2% | -3.5% | -5.1% |
| 3M | +30.1% | -3.0% | +33.1% | +31.0% |
| 6M | +11.9% | +2.7% | +9.2% | +11.3% |
| YTD | -9.5% | -6.8% | -2.7% | -7.9% |
| 1Y | -21.3% | -5.3% | -16.0% | -19.8% |
| All | -21.3% | -4.5% | -16.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling